Distributed Lag Estimation When the Parameter Space is Explicitly Infinite- Dimensional

DOI10.1214/aoms/1177693161zbMath0238.62101OpenAlexW1968756969MaRDI QIDQ5649340

Christopher A. Sims

Publication date: 1971

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177693161

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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